but are there any *outside jokes, which would require that there be something one *doesn't know for them to be considered funny?

Yes. One category: Any tasteless, offense joke is funny if, but only if, so you're ignorant as to be unaware that it's offensive.
But obviously that's not what Faldage means.

Second category: of course, many a joke is only funny the first time you hear it; once you know the punch line, there's nothing else in it to hold your attention.